What are the best ways to keep kids entertained & well-behaved at a formal event or luncheon such as wedding?

My favorite way to keep my children entertained (as they are 9, 4, and 2) is to bring a child size tote bag for each of them. Inside I pack games, coloring books, small toys, healthy snacks, and juice or water.
This way they can be occupied by a variety of items.
You can go to the dollar store to pick up the goodies. I think it is imporant that the items in the tote be new to them (holds their interest longer).

What is the appropriate age for children to start tidying their toys away?

I started my kids off around 2 by gently reminding them to put their work/toys away before getting something else out.
They attend Montessori school so this method is taught in school as well, which just helps re-enforce.